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iPath Shiller CAPE ETN GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Shiller CAPE ETN GAS-GARCH-T
paramt-stat
ω1.03068.04
α0.133422.29
β0.9641204.75
ν6.05926.42
Estimation Period:
Oct 11, 2012 to Apr 5, 2022